4
votes
0answers
107 views

Harmonic measure or harmonic kernel

In the theory of discrete-time stochastic processes on a measurable space $(\mathscr X,\mathscr B(\mathscr X))$ one usually starts with a Markov kernel $$ P:\mathscr X\times \mathscr B(\mathscr ...
2
votes
1answer
651 views

Hilbert transform of white noise

What is the Hilbert transform of a white noise $\xi(t)$? By the Hilbert transform I mean: http://mathworld.wolfram.com/HilbertTransform.html Thank you.